+86.0%
SO vs EOSE
-60.2%
+146.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.7% |
| 7D | -1.1% | +14.0% | -15.1% | -1.2% |
| 30D | -3.7% | -5.9% | +2.1% | -3.7% |
| 3M | -5.9% | -34.3% | +28.4% | -5.8% |
| 6M | -7.3% | -37.8% | +30.4% | -7.3% |
| YTD | +3.1% | -65.2% | +68.3% | +3.3% |
| 1Y | -1.0% | -41.9% | +40.9% | -1.3% |
| 3Y | +43.2% | +44.6% | -1.3% | +40.1% |
| 5Y | +59.1% | -69.2% | +128.3% | +48.6% |
| All | +86.0% | -60.2% | +146.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling